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Portfolio Ref: EQ2025LS3W
Performance in the last:
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1D 0.0 %
1W -0.4 %
2W -1.5 %
1M -5.4 %
3M -0.8 %
6M -4.9 %
9M -11.1 %
1Y -8.6 %
Alpha
-10.9%
Beta
0.18
sharpe-R
-0.66
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
1.8
The portfolio metrics Alpha, Beta and Sharpe Ratio are computed using a risk free rate of 0%.
Other Information
Calculation Frequency Daily
Latest Valuation Time 2025-02-18 07:00:01
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -14.18%
Max. DrawDown Benchmark -8.41%

This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 3 Weeks in the Equity asset class. This portfolio focuses only on companies in the Industrials sector. The maximum number of assets that can be allocated in this strategy is 25.

The assets selection in this portfolio is based on: Macro-Pattern Mix St..
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.

Portfolio Performance against the market Benchmark

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Risk Level
3
Difficulty Level
4

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Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

Asset Asset Class Action Weight PnL
GVA Granite Construction Incorporated Equity Buy 7.95% -2.59%
WCC WESCO International, Inc. Equity Buy 8.48% 3.94%
The percentage of cash held in the portfolio is: 83.57%
** The description of each asset is available Here

The latest 5 Compositions change

2025-02-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
GVA Granite Construction Incorporated Buy 7.95% -2.59%
WCC WESCO International, Inc. Buy 8.48% 3.94%
The percentage of cash held in the portfolio is: 83.57%
New Assets Added
None
Assets Removed
Asset Action Perf %
TPC Buy All NA
Assets Rebalanced
None
2025-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
GVA Granite Construction Incorporated Buy 7.95% -2.59%
WCC WESCO International, Inc. Buy 8.48% 3.94%
TPC Tutor Perini Corporation Sell -3.8% 2.51%
The percentage of cash held in the portfolio is: 87.38%
New Assets Added
None
Assets Removed
Asset Action Perf %
KTOS Buy All 20.42%
MTZ Sell All -7.59%
Assets Rebalanced
None
2025-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
MTZ MasTec, Inc. Buy 7.62% -6.79%
GVA Granite Construction Incorporated Buy 7.99% -2.24%
WCC WESCO International, Inc. Buy 8.35% 2.26%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.39% 16.32%
TPC Tutor Perini Corporation Sell -3.74% 4.24%
The percentage of cash held in the portfolio is: 83.17%
New Assets Added
None
Assets Removed
Asset Action Perf %
VVX Buy All 13.43%
Assets Rebalanced
None
2025-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
MTZ MasTec, Inc. Buy 7.71% -5.99%
GVA Granite Construction Incorporated Buy 7.97% -2.8%
WCC WESCO International, Inc. Buy 8.37% 2.08%
VVX V2X, Inc. Sell -3.59% 11.57%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.69% 9.14%
TPC Tutor Perini Corporation Sell -3.79% 3.42%
The percentage of cash held in the portfolio is: 87.02%
New Assets Added
None
Assets Removed
Asset Action Perf %
EVI Sell All -7.99%
Assets Rebalanced
None
2025-02-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
EVI EVI Industries, Inc. Buy 8.6% -2.3%
MTZ MasTec, Inc. Buy 7.82% -4.49%
GVA Granite Construction Incorporated Buy 8.05% -1.76%
WCC WESCO International, Inc. Buy 8.15% -0.51%
VVX V2X, Inc. Sell -3.71% 8.49%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.82% 6.04%
TPC Tutor Perini Corporation Sell -3.88% 0.99%
The percentage of cash held in the portfolio is: 78.79%
New Assets Added
None
Assets Removed
Asset Action Perf %
ARCB Buy All 6.1%
BCO Sell All -1.45%
TPIC Sell All -21.43%
Assets Rebalanced
None
2025-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
BCO The Brink's Company Buy 7.17% -3.12%
EVI EVI Industries, Inc. Buy 8.93% 2.24%
TPIC TPI Composites, Inc. Buy 7.03% -17.86%
MTZ MasTec, Inc. Buy 8.01% -1.44%
GVA Granite Construction Incorporated Buy 8.06% -0.74%
WCC WESCO International, Inc. Buy 7.98% -1.84%
ARCB ArcBest Corporation Sell -3.7% 8.93%
VVX V2X, Inc. Sell -3.74% 7%
KTOS Kratos Defense & Security Solutions, Inc. Sell -3.83% 4.89%
TPC Tutor Perini Corporation Sell -3.86% 0.62%
The percentage of cash held in the portfolio is: 67.96%
New Assets Added
None
Assets Removed
Asset Action Perf %
JBHT Buy All 3.65%
TBI Sell All -9.95%
Assets Rebalanced
None

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Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
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